MSCI ACWI Uptrend Replay (2010-02-08 to 2010-04-14)
Replay a 92-bar MSCI ACWI sequence from January through May 2010, where a 12.2% drawdown tested every decision point. Step through each session, weigh the four critical inflection moments, and receive AI coach feedback on simulated capital only.
92 daily bars · 11 decision points · 2010-01 to 2010-05 · Stocks
Key facts
This window spans 130 days with a peak-to-trough drawdown of 12.2% and a 15.6% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +15.6%
- Duration
- 130 days
- Largest single-day move
- +5.5%
- Bars
- 92 Daily bars
- Decision points
- 11
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The MSCI ACWI entered 2010 as global markets attempted to recover from the previous year's turbulence. This replay spans 92 daily bars from January through May 2010, placing traders inside a period where the index declined from 43.16 to 40.95, a net loss of -5.1%. With an uncertain macroeconomic backdrop and lingering risk aversion, every decision carried weight as participants navigated a market that offered no easy directional bias.
The sequence delivered a -5.1% net decline over the full span, but the journey proved far more turbulent than the headline number suggests. A max drawdown of 12.2% tested the resolve of any position held through the weakness, while a largest single-bar move of 5.5% demonstrated that volatility spikes could strike without warning. Traders faced 11 decision points across this window, with 4 critical inflection moments demanding disciplined analysis before action.
This replay distills three enduring lessons for decision training. First, a 12.2% drawdown underscores why position sizing and risk limits matter more than directional conviction. Second, a 5.5% single-bar swing reminds traders that volatility compresses and expands unpredictably, making adaptability essential. Third, navigating 4 critical moments without the safety net of real capital trains the psychological discipline needed to act on process rather than react to fear. The 2010s taught that surviving drawdowns is a prerequisite for participating in any recovery that follows.
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